• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2001.05a
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• pp.414-419
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• 2001

In this research, reliability based optimum design is presented for the thin walled beam structures. Deterministic and stochastic optimum design are compared for the thin walled beam structures. Monte Carlo simulation is used for stochastic optimum design with consideration of probabilistic distribution of representative section properties of the thin walled beams with the Response Surface Method.

• Bulletin of the Korean Mathematical Society
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• v.54 no.3
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• pp.917-933
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• 2017

In this paper, seven equivalent conditions of complete moment convergence and complete integral convergence for negatively orthant dependent (NOD, in short) sequences are shown under two cases: identical distribution and stochastic domination. The results obtained in the paper improve and generalize the corresponding ones of Liang et al. [10]). In addition, an extension of the Baum-Katz complete convergence theorem: six equivalent conditions of complete convergence is established.

• Journal of the Korean Operations Research and Management Science Society
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• v.18 no.2
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• pp.45-55
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• 1993

In multiattribute decision making a decision maker (DM) can choose the best alternative if his/her multiattribute utility function and the joint probability distribution of outcomes are exactly known. This paper develops multiattribute stochastic-statistical dominance rules which can be applied to the situation when neither of them is known exactly, that is, when the DM cannot calculate the expected utility for each alternative. First, the notion of relative risk aversion is used dominance rules are developed to screen out dominated alternatives so that hi/she choose the best one among the remaining nondominated alternatives.

• Journal of Electrical Engineering and Technology
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• v.11 no.5
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• pp.1093-1099
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• 2016

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.77-83
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• 1996

This paper is concerned with an estimation problem for the AR(1) process $Y_t, t=0, {\pm}1, {\cdots}$with time carying autoregressive coefficient, where coefficient itself is also stochastic process. Attention is directed to the problem of finding a consistent estimator of ${\Phi}$, the mean level of autoregressive coefficient. The asymptotic distribution of the resulting consistent estimator of ${\Phi}$, is them discussed. We do not assume any time series model for the time varying autoregressive coefficient.

• Journal of applied mathematics & informatics
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• v.4 no.1
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• pp.223-234
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• 1997

By Stochastic simulations we discuss the fitness of a mix-ture normal distribution to observations from general mixture distribu-tions using the MLE method and the EM algorithm. We calulate the probability of misclassifying objects and estimate the optimal number of mixture components with mutual information measure.

• The Korean Journal of Financial Management
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• v.20 no.1
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• pp.213-231
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• 2003

This paper uses the Efficient Method of Moments(EMM) of Gallant and Tauchen to estimate continuous-time stochastic volatility diffusion model for the Korean Composite Stock Price Index, sampled daily over $1995\sim2002$. The estimates display non-normality of stock index return, leptokurtic distribution, and stochastic volatility. Funker, this study suggests that two factor stochastic volatility model will be more desirable than one factor stochastic volatility model to estimate daily Korean stock return and also suggests that the stochastic volatility diffusions should allow for Poisson jumps of time-varying intensity.

• Magazine of the Korean Society of Agricultural Engineers
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• v.35 no.3
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• pp.117-129
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• 1993

This study was conducted to get reasonable and abundant hydrological time series of monthly flows simulated by a best fitting stochastic simulation model for the establishment of rational design and the rationalization of management for agricultural hydraulic structures including reservoirs. Comparative analysis carried out for both statistical characteristics and synthetic monthly flows simulated by the multi-season first order Markov model based on Gamma distribution which is confirmed as good one in the first report of this study and by Harmonic synthetic model analyzed in this report for the six watersheds of Yeong San and Seom Jin river systems. 1.Arithmetic mean values of synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of Harmonic synthetic model in the applied watersheds. 2.In comparison with the coefficients of variation, index of fluctuation for monthly flows simulated by two kinds of synthetic models, those based on Gamma distribution are appeared closer to the observed data than those of Harmonic synthetic model both in Yeong San and Seom Jin river systems. 3.It was found that synthetic monthly flows based on Gamma distribution are considered to give better results than those of Harmonic synthetic model in the applied watersheds. 4.Continuation studies by comparison with other simulation techniques are to be desired for getting reasonable generation technique of synthetic monthly flows for the various river systems in Korea.

• Journal of Korean Society for Quality Management
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• v.41 no.1
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• pp.135-148
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• 2013

Purpose: This paper presents a method to evaluate the stockpile reliability of propelling charge for performance and storage safety with storage time. Methods: We consider a performance failure level is the amount of muzzle velocity drop which is the maximum allowed standard deviation multiplied by 6. The lifetime for performance is estimated by non-linear regression analysis. The state failure level is assumed that the content of stabilizer is below 0.2%. Because the degradation of stabilizer with storage time has both distribution of state and distribution of lifetime, it must be evaluated by stochastic process method such as gamma process. Results: It is estimated that the lifetime for performance is 59 years. The state distribution at each storage time can be shown from probability density function of degradation. It is estimated that the average lifetime as $B_{50}$ life is 33 years from cumulative failure distribution function curve. Conclusion: The lifetime for storage safety is shorter than for performance and we must consider both the lifetime for storage safety and the lifetime performance because of variation of degradation rate.

• Journal of Korea Water Resources Association
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• v.43 no.11
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• pp.933-944
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• 2010

This study compares the CEM and SGS methods which are geostatistical stochastic simulation methods for assessing the uncertainty by spatial variability in the estimation of the spatial distribution of probability rainfall. In the stochastic simulations using CEM and SGS, two methods show almost similar results for the reproduction of spatial correlation structure, the statistics (standard deviation, coefficient of variation, interquartile range, and range) of realizations as uncertainty measures, and the uncertainty distribution of basin mean rainfall. However, the CEM is superior to SGS in aspect of simulation efficiency.